Société Générale / Risk Report - Pillar III

1 KEY FIGURES

Distribution of RWA by risk type (RWA at end 2019: EUR 345bn RWA at end 2018: EUR 376bn) |

Distribution of RWA by core business (RWA at end 2019: EUR 345bn RWA at end 2018: EUR 376bn) |

French Retail Banking

Corporate Centre

Market risk

Credit risk

4%

4%

Operational risk

14%

28%

Counterparty risk

34%

6%

Global Banking and Investor Solutions

76%

International Retail Banking and Financial Services

33%

Geographical distribution of credit risk EAD Credit risk exposure (EAD) at end 2019: EUR 918bn (EUR 920bn at end 2018) |

Distribution of market risk RWA by risk factor Market risk RWA at end 2019: EUR 14.5bn (EUR 27.5bn at end 2018) |

Africa and Middle East Asia Pacific

Standard

VaR

CRM

Latin America and Caribbean

1%

4%

9%

6%

8%

27%

North America

14%

France

45%

9%

IRC

Eastern Europe (excl. EU)

2%

6%

Eastern Europe EU

SVaR

22%

46%

Western Europe (excl. France)

3

| SOCIETE GENERALE GROUP | PILLAR 3 - 2020